On optimal stationary couplings between stationary processes

Ruschendorf, Ludger, Rueschendorf, Ludger, Rüschendorf, Ludger, Sei, Tomonari . Electronic Journal of Probability 2012. 17 (17) :1-20

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Bibtex

@article{CIS-262297,
  Author = {Ruschendorf, Ludger and Rueschendorf, Ludger and Rüschendorf, Ludger and Sei, Tomonari},
  Title = {On optimal stationary couplings between stationary processes},
  Journal = {Electronic Journal of Probability},
  Volume = {17},
  Number = {17},
  Year = {2012},
  Pages = {1--20},
  Keywords = {BLUE, Schur complement, Orthogonal projector, OLSE, Löwner ordering, partitioned linear model, reduced linear model, Frisch–Waugh–Lovell theorem, stationary processes, %-distance, Monge–Kantorovich theory}
}

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